indexScen {vamc}

5 Indices for 10 Scenarios over 360 Months

Description

A dataset containing a 3D array, number of scenarios (10) by number of indices (5) by number of time steps (360), of Black-Scholes return factors for each index in each of time step and each of scenario.

Usage

indexScen

Format

A 3D array with dimensions 10x360x5:

scenario

scenario number

month

month since valuation date

index number

monthly return for a particular index in one scenario one month

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